I usually give Polyglycan IV, however I have heard some administer it intramuscularly. If you got a swelling around the injection site it could just be an immune mediated reaction to the medication or and infection. I would apply hot compresses and DMSO topically. If the swelling gets larger have your veterinarian examine it to determine if an abscess is forming. If this is the case it will have to be drained. In most cases it is simply a localized reaction to a foreign product that will resolve with the topical application of an anti-inflammatory for a couple of days.
best of luck